+835.7%
PM vs BIL
+26.3%
+809.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.6% |
| 7D | -5.2% | -0.3% | -5.0% | -6.5% |
| 30D | +2.7% | 0.0% | +2.7% | +2.7% |
| 3M | +5.2% | +0.3% | +4.9% | +7.1% |
| 6M | +17.0% | +1.2% | +15.8% | +25.2% |
| YTD | +25.5% | +2.5% | +23.0% | +43.4% |
| 1Y | +35.5% | +3.0% | +32.5% | +59.8% |
| 3Y | +143.9% | +13.2% | +130.8% | +398.3% |
| 5Y | +161.8% | +19.4% | +142.4% | +647.2% |
| 10Y | +235.9% | +25.2% | +210.7% | +1,189.8% |
| All | +835.7% | +26.3% | +809.4% | +3,637.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling